| Occidental Petroleum, 1.75% 15feb2017, USD (US674599CB95) |
| Blackstone Holdings Finance, 6.625% 15aug2019, USD (USU09254AA88) |
| Elevance Health, 2.375% 15feb2017, USD (US94973VAV99) |
| Whirlpool, 4.7% 1jun2022, USD (US96332HCE71) |
| TD Ameritrade, 5.6% 1dec2019, USD (US87236YAA64) |
| U.S. Bancorp, 3% 15mar2022, USD (T) (US91159HHC79) |
| Constellation Brands, 4.25% 1may2023, USD (US21036PAL22) |
| Ford Motor Credit Co, 3.984% 15jun2016, USD (US345397WA77) |
| Altice USA, 5.875% 15sep2022, USD (US12686CBB46) |
| Allergan Inc, 3.375% 15sep2020, USD (US018490AN28) |
| Consolidated Edison Co of NY, 6.75% 1apr2038, USD (2008B) (US209111EU37) |
| Honeywell International, 5.375% 1mar2041, USD (US438516BB13) |
| Norfolk Southern Corp, 3% 1apr2022, USD (US655844BJ66) |
| Republic Services, 4.75% 15may2023, USD (US760759AM22) |
| Diamond Offshore Drilling, 5.7% 15oct2039, USD (US25271CAL63) |
| Public Service Electric and Gas Company, 2.375% 15may2023, USD (I) (US74456QBC96) |
| Meritor, 6.25% 15feb2024, USD (US59001KAD28) |
| LyondellBasell Industries, 4.875% 15mar2044, USD (US50247VAC37) |
| Covanta Holding, 5.875% 1mar2024, USD (US22282EAF97) |
| NSTAR Electric Co, 4.4% 1mar2044, USD (US67021CAJ62) |
| McKesson, 3.796% 15mar2024, USD (US581557BE41) |
| Quest Diagnostics, 4.25% 1apr2024, USD (US74834LAV27) |
| Walter Energy, 11% 1apr2020, USD (USU9312CAD66) |
| Walmart, 2.55% 8apr2026, EUR (XS1054534422) |
| Aflac, 6.45% 15aug2040, USD (US001055AF96) |
| Voya Holdings, 7.625% 15aug2026, USD (US008117AH61) |
| Altria Group, 2.95% 2may2023, USD (US02209SAP83) |
| CMS Energy, 8.75% 15jun2019, USD (US125896BC31) |
| Coca-Cola Refreshments USA, 6.7% 15oct2036, USD (US191219AX21) |
| Conagra Brands, 3.25% 15sep2022, USD (US205887BJ01) |
| Consolidated Edison Co of NY, 5.85% 15mar2036, USD (2006A) (US209111EL38) |
| D.R. Horton, 4.375% 15sep2022, USD (US23331ABE82) |
| Emerson Electric, 6% 15aug2032, USD (US291011AQ77) |
| Entergy Louisiana, 4.44% 15jan2026, USD (US29364WAM01) |
| Beam, 6.625% 15jul2028, USD (US349631AG67) |
| Halliburton Co, 5.9% 15sep2018, USD (US406216AV36) |
| L3Harris Technologies, 6.15% 15dec2040, USD (US413875AN59) |
| Hersheys, 7.2% 15aug2027, USD (US427866AL29) |
| Kimberly-Clark, 2.4% 1jun2023, USD (US494368BJ17) |
| Lincoln National, 4% 1sep2023, USD (US534187BD07) |
| Metlife, 6.375% 15jun2034, USD (US59156RAJ77) |
| Northern States Power, 6.25% 1jun2036, USD (US665772CB35) |
| Prudential Financial, 5.9% 17mar2036, USD (D) (US74432QAK13) |
| Charles Schwab, 2.2% 25jul2018, USD (US808513AJ47) |
| MetLife Global Funding I, 1.3% 10apr2017, USD (US59217HAM97) |
| Caterpillar, 4.3% 15may2044, USD (US149123CD18) |
| Xcel Energy, 4.125% 15may2044, USD (US665772CL17) |
| Illinois Tool Works, 3% 19may2034, EUR (XS1028954870) |
| Tampa Electric, 4.35% 15may2044, USD (US875127BC57) |
| Pfizer, 4.4% 15may2044, USD (US717081DK61) |
| Highwoods Realty, 3.2% 15jun2021, USD (US431282AN25) |
| Seagate Technology Plc, 4.75% 1jan2025, USD (USG79456AF99) |
| TWDC Enterprises 18, FRN 30may2019, USD (US25468PDC77) |
| TWDC Enterprises 18, 4.125% 1jun2044, USD (US25468PDB94) |
| Express Scripts Holding, 3.5% 15jun2024, USD (US30219GAK40) |
| General Electric Capital, FRN 28jul2014, EUR (XS0197508764) |
| Citigroup, 3.75% 16jun2024, USD (US172967HT16) |
| ACC Operating Partnership, 4.125% 1jul2024, USD (US024836AB49) |
| Gates Global, 5.75% 15jul2022, EUR (XS1078819726) |
| Williams Partners, 4.9% 15jan2045, USD (US96950FAP99) |
| Jefferies Group, 3.875% 1nov2029, USD (Conv.) (US472319AG74) |
| KeyBank, 6.95% 1feb2028, USD (US49306CAB72) |
| Bristol Myers Squibb, 6.8% 15nov2026, USD (US110122AB49) |
| Capital One Bank USA, 3.375% 15feb2023, USD (US140420NB24) |
| Hess, 7.125% 15mar2033, USD (US023551AM66) |
| Alleghany Corp, 5.625% 15sep2020, USD (US017175AB67) |
| Arrow Electronics, 5.125% 1mar2021, USD (US04273WAB72) |
| Avnet, 5.875% 15jun2020, USD (US053807AQ61) |
| Centex, 6.5% 1may2016, USD (US152312AT17) |
| Florida Power & Light, 5.95% 1oct2033, USD (US341081ER47) |
| Macy's Retail Holdings, 8.75% 15may2029, USD (US577778BL68) |
| Ohio Power, 5.375% 1oct2021, USD (US677415CP45) |
| Pacific Gas & Electric, 3.25% 15sep2021, USD (US694308GW13) |
| Southern California Edison, 5.55% 15jan2036, USD (2005B) (US842400EZ22) |
| Southern California Edison, 5.95% 1feb2038, USD (2008A) (US842400FH15) |
| First Industrial, 7.6% 15jul2028, USD (US32055RAE71) |
| Wells Fargo, 7.5% 15apr2035, USD (US337358BA27) |
| International Lease Finance (ILFC), 8.625% 15jan2022, USD (US459745GK57) |
| Pacificorp, 4.1% 1feb2042, USD (US695114CN68) |
| C.R. Bard, 4.4% 15jan2021, USD (US067383AC36) |
| DTE Electric, 6.35% 15oct2032, USD (US250847DU17) |
| Buckeye Partners, 4.15% 1jul2023, USD (US118230AK73) |
| Regency Energy Partners, 6.5% 15jul2021, USD (US75886AAF57) |
| Northern States Power, 2.6% 15may2023, USD (US665772CK34) |
| Xcel Energy, 7.125% 1jul2025, USD (US665772BN81) |
| Cobalt, 2.625% 1dec2019, USD (Conv.) (US19075FAA49) |
| American Medical Systems (AMS), 3.25% 1jul2036, USD (Conv.) (US02744MAA62) |
| Atlantic City Electric, 4.35% 1apr2021, USD (US048303CE96) |
| Cooper Tire & Rubber, 8% 15dec2019, USD (US216831AE76) |
| Kinder Morgan EP, 7.4% 15mar2031, USD (US494550AJ57) |
| Calpine, 5.75% 15jan2025, USD (US131347CF14) |
| eBay, 2.875% 1aug2021, USD (US278642AK93) |
| FHLB, 1.6% 12jun2018, USD (US313383J695) |
| Eagle Bancorp, 5.75% 1sep2024, USD (US268948AA48) |
| CDW LLC, 6% 15aug2022, USD (US12513GAZ28) |
| Honeywell International, FRN 17nov2015, USD (US438516BC95) |
| Bristol Myers Squibb, 3.25% 1nov2023, USD (US110122AW85) |
| Monsanto, 4.65% 15nov2043, USD (US61166WAK71) |
| iHeartCommunications, 11.25% 1mar2021, USD (US184502BN15) |
| KB Home, 7% 15dec2021, USD (US48666KAT60) |
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